CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 28-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1002-0 |
1008-0 |
6-0 |
0.6% |
993-0 |
High |
1002-0 |
1017-0 |
15-0 |
1.5% |
1017-0 |
Low |
989-4 |
996-4 |
7-0 |
0.7% |
989-0 |
Close |
996-0 |
1011-0 |
15-0 |
1.5% |
1011-0 |
Range |
12-4 |
20-4 |
8-0 |
64.0% |
28-0 |
ATR |
25-7 |
25-4 |
-0-3 |
-1.4% |
0-0 |
Volume |
64,659 |
62,269 |
-2,390 |
-3.7% |
384,807 |
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1069-5 |
1060-7 |
1022-2 |
|
R3 |
1049-1 |
1040-3 |
1016-5 |
|
R2 |
1028-5 |
1028-5 |
1014-6 |
|
R1 |
1019-7 |
1019-7 |
1012-7 |
1024-2 |
PP |
1008-1 |
1008-1 |
1008-1 |
1010-3 |
S1 |
999-3 |
999-3 |
1009-1 |
1003-6 |
S2 |
987-5 |
987-5 |
1007-2 |
|
S3 |
967-1 |
978-7 |
1005-3 |
|
S4 |
946-5 |
958-3 |
999-6 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1089-5 |
1078-3 |
1026-3 |
|
R3 |
1061-5 |
1050-3 |
1018-6 |
|
R2 |
1033-5 |
1033-5 |
1016-1 |
|
R1 |
1022-3 |
1022-3 |
1013-5 |
1028-0 |
PP |
1005-5 |
1005-5 |
1005-5 |
1008-4 |
S1 |
994-3 |
994-3 |
1008-3 |
1000-0 |
S2 |
977-5 |
977-5 |
1005-7 |
|
S3 |
949-5 |
966-3 |
1003-2 |
|
S4 |
921-5 |
938-3 |
995-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1017-0 |
989-0 |
28-0 |
2.8% |
18-4 |
1.8% |
79% |
True |
False |
76,961 |
10 |
1017-0 |
945-0 |
72-0 |
7.1% |
16-7 |
1.7% |
92% |
True |
False |
78,301 |
20 |
1063-0 |
945-0 |
118-0 |
11.7% |
21-2 |
2.1% |
56% |
False |
False |
80,695 |
40 |
1063-0 |
882-0 |
181-0 |
17.9% |
23-1 |
2.3% |
71% |
False |
False |
79,251 |
60 |
1099-0 |
882-0 |
217-0 |
21.5% |
22-5 |
2.2% |
59% |
False |
False |
71,614 |
80 |
1099-0 |
882-0 |
217-0 |
21.5% |
20-6 |
2.1% |
59% |
False |
False |
61,117 |
100 |
1099-0 |
882-0 |
217-0 |
21.5% |
20-1 |
2.0% |
59% |
False |
False |
53,838 |
120 |
1099-0 |
816-0 |
283-0 |
28.0% |
19-4 |
1.9% |
69% |
False |
False |
47,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1104-1 |
2.618 |
1070-5 |
1.618 |
1050-1 |
1.000 |
1037-4 |
0.618 |
1029-5 |
HIGH |
1017-0 |
0.618 |
1009-1 |
0.500 |
1006-6 |
0.382 |
1004-3 |
LOW |
996-4 |
0.618 |
983-7 |
1.000 |
976-0 |
1.618 |
963-3 |
2.618 |
942-7 |
4.250 |
909-3 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1009-5 |
1008-3 |
PP |
1008-1 |
1005-5 |
S1 |
1006-6 |
1003-0 |
|